Pages that link to "Item:Q1352221"
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The following pages link to Partial parameter consistency in a misspecified structural change model (Q1352221):
Displayed 12 items.
- Consistency of the least squares estimator in threshold regression with endogeneity (Q500582) (← links)
- Mean and volatility dynamics of indian rupee/US dollar exchange rate series: an empirical investigation (Q878216) (← links)
- Estimation of heterogeneous panels with structural breaks (Q898593) (← links)
- Estimating multiple breaks in nonstationary autoregressive models (Q2225018) (← links)
- Structural-break models under mis-specification: implications for forecasting (Q2354861) (← links)
- Methods of analyzing nonstationary time series with implicit changes in their properties (Q2377279) (← links)
- Generic consistency of the break-point estimators under specification errors in a multiple-break model (Q3521276) (← links)
- Generic consistency of the break‐point estimator under specification errors (Q4439304) (← links)
- Unit Roots, Level Shifts, and Trend Breaks in Per Capita Output: A Robust Evaluation (Q5080581) (← links)
- Estimating the locations and number of change points by the sample-splitting method (Q5928227) (← links)
- On the asymptotic behavior of bubble date estimators (Q6135352) (← links)
- In-fill asymptotic distribution of the change point estimator when estimating breaks one at a time (Q6140373) (← links)